+43.2%
TER vs MAS
+40.8%
+2.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.6% | -12.5% | -8.5% |
| 7D | -19.9% | +14.2% | -34.0% | -23.7% |
| 30D | -43.5% | +26.8% | -70.4% | -48.9% |
| 3M | -37.8% | +13.1% | -50.9% | -40.7% |
| 6M | -25.6% | +27.9% | -53.5% | -35.7% |
| YTD | +29.8% | +38.7% | -8.8% | +4.3% |
| 1Y | +43.2% | +40.4% | +2.8% | +14.1% |
| All | +43.2% | +40.8% | +2.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling